Stability analysis of second-order fluid flow models in a stationary ergodic environment

DOI10.1214/aoap/1069786505zbMath1036.60088OpenAlexW2072901394MaRDI QIDQ1429112

Bruno Sericola, Landy Rabehasaina

Publication date: 30 March 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1069786505

zbMATH Keywords

stabilityBrownian motionfluid queuesreflected stochastic differential equationsLindley's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Queueing theory (aspects of probability theory) (60K25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integral equations (60H20)

Related Items (5)

Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers ⋮ Second-order fluid models with general boundary behaviour ⋮ A second-order Markov-modulated fluid queue with linear service rate ⋮ Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications ⋮ Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions

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• Continuous-time monotone stochastic recursions and duality
• Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment

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